+12.6%
MDB vs CNI
+32.7%
-20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | -2.8% | -1.1% | -1.7% | -2.8% |
| 30D | -14.9% | -3.5% | -11.3% | -14.9% |
| 3M | +7.3% | +2.2% | +5.1% | +7.6% |
| 6M | +38.2% | +15.1% | +23.1% | +37.5% |
| YTD | -10.9% | +24.7% | -35.6% | -9.9% |
| All | +12.6% | +32.7% | -20.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling